JOPSX vs. FAOCX
JOPSX (JOHCM International Opportunities Fund) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 5 years, JOPSX returned 20.08%/yr vs 1.81%/yr for FAOCX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. JOPSX charges 0.88%/yr vs 2.25%/yr for FAOCX.
Performance
JOPSX vs. FAOCX - Performance Comparison
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Returns By Period
JOPSX
- 1D
- -0.86%
- 1M
- 0.50%
- 6M
- 6.50%
- YTD
- 11.95%
- 1Y
- 21.49%
- 3Y*
- 16.15%
- 5Y*
- 20.08%
- 10Y*
- —
- ALL TIME*
- 14.81%
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.57%
- 3Y*
- 7.00%
- 5Y*
- 1.81%
- 10Y*
- 6.54%
- ALL TIME*
- 4.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JOPSX vs. FAOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOPSX JOHCM International Opportunities Fund | 11.95% | 27.04% | 4.67% | 19.55% | -0.58% | 51.14% | 8.23% | 18.17% | -7.58% | 18.67% |
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -15.77% | 28.58% |
Correlation
The correlation between JOPSX and FAOCX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.79 |
Over the past year, the correlation between JOPSX and FAOCX has dropped to 0.39 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
JOPSX vs. FAOCX — Risk / Return Rank
JOPSX
FAOCX
JOPSX vs. FAOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Opportunities Fund (JOPSX) and Fidelity Advisor Overseas Fund Class C (FAOCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JOPSX | FAOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.92 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.37 | +2.73 |
| Martin ratioReturn relative to average drawdown | 8.64 | -0.56 | +9.21 |
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Drawdowns
JOPSX vs. FAOCX - Drawdown Comparison
The maximum JOPSX drawdown since its inception was -30.41%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for JOPSX and FAOCX.
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Drawdown Indicators
| JOPSX | FAOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.41% | -60.45% | +30.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -7.33% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.08% | -14.05% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -36.96% | +14.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.96% | — |
Current DrawdownCurrent decline from peak | -0.86% | -5.90% | +5.04% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -15.58% | +11.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 4.52% | -1.85% |
Volatility
JOPSX vs. FAOCX - Volatility Comparison
JOHCM International Opportunities Fund (JOPSX) has a higher volatility of 3.61% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that JOPSX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JOPSX | FAOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 0.00% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 0.00% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 7.67% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.67% | 16.66% | +10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 16.28% | +5.33% |
JOPSX vs. FAOCX - Expense Ratio Comparison
JOPSX has a 0.88% expense ratio, which is lower than FAOCX's 2.25% expense ratio.
Dividends
JOPSX vs. FAOCX - Dividend Comparison
JOPSX's dividend yield for the trailing twelve months is around 2.50%, less than FAOCX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 8.26% | 8.26% | 0.40% | 0.00% | 0.00% | 2.22% | 0.00% | 0.51% | 3.72% | 3.07% | 0.12% |
JOPSX JOHCM International Opportunities Fund | 2.50% | 2.80% | 5.80% | 0.61% | 2.13% | 47.16% | 2.30% | 2.24% | 2.00% | 6.26% | 0.00% |
Frequently Asked Questions
JOPSX and FAOCX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JOPSX has higher volatility (3.61%) compared to FAOCX (0.00%). In terms of maximum drawdown, JOPSX dropped -30.41% vs FAOCX's -60.45%.
JOPSX currently has the higher Sharpe Ratio (1.71 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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